-6.9%
IDXX vs ITOT
+9.8%
-16.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -0.5% |
| 7D | +16.4% | -4.8% | +21.2% | +21.1% |
| 30D | +30.1% | -5.9% | +36.0% | +36.5% |
| 3M | +14.7% | -4.9% | +19.6% | +19.2% |
| 6M | +19.1% | +1.4% | +17.7% | +15.3% |
| YTD | -0.9% | +8.4% | -9.2% | -9.8% |
| 1Y | -6.9% | +9.3% | -16.2% | -16.3% |
| All | -6.9% | +9.8% | -16.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling